In: Chinese Physics Letters, 2008, vol. 25, no. 6, p. 2319-2322
The two-phase behaviour in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. We investigate the bifurcation phenomenon in Hang–Seng index. It is observed that the bifurcation phenomenon in financial index is not universal, but specific under certain conditions. For Hang–Seng index...
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In: Physical Review E, 2007, vol. 76, p. 061903
In this paper, we investigate the dynamical properties of electroencephalogram (EEG) signals of humans in sleep. By using a modified random walk method, we demonstrate that scale-invariance is embedded in EEG signals after a detrending procedure is applied. Furthermore, we study the dynamical evolution of the probability density function (PDF) of the detrended EEG signals by nonextensive...
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In: Europhysics Letters, 2009, vol. 87, p. 68001
By studying the statistics of recurrence intervals, τ, between volatilities of Internet traffic rate changes exceeding a certain threshold q, we find that the probability distribution functions, Pq(τ), for both byte and packet flows, show scaling property as $P_{q}(\tau)=\frac{1}{\overline{\tau}}f(\frac{\tau}{\overline{\tau}})$. The scaling functions for both byte and packet flows obey the...
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In: Chinese Physics Letters, 2007, vol. 24, no. 10, p. 3002
We investigate a set of complex heart rate time series from healthy human in different behaviour states with the detrended fluctuation analysis and diffusion entropy (DE) method. It is proposed that the scaling properties are influenced by behaviour states. The memory detected by DE exhibits an approximately same pattern after a detrending procedure. Both of them demonstrate the long-range strong...
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